Senior Analyst, Market Risk Modelling

Xn Karrierefhrer 4ob

Sydney, New South Wales, Australia
Onsite
Market risk models
Interest rate risk in the banking book (irrbb)
Standardised initial margin (simm) models
The role offers a great degree of exposures to financial markets activities, focusing on the implementation of the Group’s market model framework and aligning with the wider financial performance of CIO and Group Treasury

Job Summary

  • The role offers a great degree of exposures to financial markets activities, focusing on the implementation of the Group’s market model framework and aligning with the wider financial performance of CIO and Group Treasury.
  • Key responsibilities include assisting with the development, testing, and governance of interest rate risk and initial margin models, developing tools for reporting and analysis, and implementing continuous process improvements.
  • This role is a great opportunity to learn more about CIO, develop deep knowledge of market risk and the CBA balance sheet, and is well-positioned for growth into wider roles across Group Treasury.

Matching Summary

The role offers a great degree of exposures to financial markets activities, focusing on the implementation of the Group’s market model framework and aligning with the wider financial performance of CIO and Group Treasury.

Skills & Requirements

Must-have

  • Market risk models
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Standardised Initial Margin (SIMM) models
  • Python, VBA, and SQL
  • Financial modelling experience

Nice-to-have

  • Analytically minded
  • Curious about financial markets
  • Motivated by solving complex problems
  • Independent thought and critical thinking
  • Presenting complex financial concepts

Key Requirements

  • Higher tertiary education
  • Finance, maths, actuarial or economics qualifications
  • Prior experience with financial markets
  • Prior experience with APS117 and IRRBB
  • Prior experience with SIMM/CPS226

Work Rights

Not specified

Tailored Resume

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